+137.9%
SHOP vs DECK
-12.4%
+150.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -1.5% | -4.5% | -5.5% |
| 7D | -13.9% | +6.0% | -19.9% | -15.6% |
| 30D | -12.6% | +7.4% | -20.0% | -14.9% |
| 3M | -0.3% | -11.7% | +11.3% | +4.1% |
| 6M | +33.6% | -11.0% | +44.5% | +38.9% |
| YTD | -10.7% | -15.4% | +4.7% | -7.1% |
| 1Y | -11.8% | +7.2% | -19.0% | -17.4% |
| All | +137.9% | -12.4% | +150.2% | +127.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded DECK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling